We provide detailed descriptions, including over 550 mathematical formulas, for over 150
trading strategies across a host of asset classes (and trading styles). This includes stocks …

US stocks between 1968 and 1989. They found that buying so-called winner stocks (defined
as the top 10% of stocks with the highest returns over the past 3, 6, 9, or 12 months) and …

We examine the effectiveness of entropy analytics for stock market timing. The objective
behind the study is to develop and facilitate market timing procedure by introducing a …

Price momentum is a well‐documented anomaly in many of the world's equity markets, and
refers to the excess returns due to buying (selling) past winner (loser) stocks. Industry …

This thesis explores portfolio management, focusing on hybrid funds and their potential to
outperform traditional market benchmarks. Hybrid funds combine active and passive …

In this paper an attempt is made to capture time-series momentum in a momentum portfolio
consisting of real estate, hedge fund, private equity, commodity, currency, treasury bond …